NPORT-P/A false 0001145549-23-057944 0000022370 XXXXXXXX S000066059 C000213578 C000213579 C000213580 C000213577 C000213576 John Hancock Investment Trust 811-00560 0000022370 549300WRGYBW55IKGU23 200 Berkeley Street Boston 02116 617-543-9634 Diversified Macro Fund S000066059 549300Z703V056NXRV10 2023-10-31 2023-07-31 N 1247262465.370000000000 21792431.630000000000 1225470033.740000000000 0.000000000000 83142130.140000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 371505216.310000000000 EUR CHF USD CAD GBP JPY MXN HKD NZD AUD N N/A N/A Sold JPY /Bought USD N/A N/A 1 NC USD -67.59 -0.0000055154 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3234000.000000000000 JPY 22852.810000000000 USD 2023-09-22 -67.590000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -66.27 -0.0000054077 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 117828.380000000000 USD 175000.000000000000 AUD 2023-09-22 -66.270000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -14.83 -0.0000012101 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 7000.000000000000 NZD 4333.150000000000 USD 2023-09-22 -14.830000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD -1317.94 -0.0001075457 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 409000.000000000000 AUD 273908.940000000000 USD 2023-09-22 -1317.940000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD -818.03 -0.0000667523 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 246000.000000000000 AUD 164721.850000000000 USD 2023-09-22 -818.030000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -1022.95 -0.0000834741 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 504534.580000000000 USD 71044000.000000000000 JPY 2023-09-22 -1022.950000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -768.75 -0.0000627310 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 263000.000000000000 NZD 162591.070000000000 USD 2023-09-22 -768.750000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC -1270.03 -0.0001036362 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 290087.780000000000 USD 225000.000000000000 GBP 2023-09-22 -1270.030000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 4.81 0.0000003925 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 373300.330000000000 USD 601000.000000000000 NZD 2023-09-22 4.810000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 2.84 0.0000002317 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1514.940000000000 USD 2000.000000000000 CAD 2023-09-22 2.840000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -6.47 -0.0000005280 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3042.030000000000 USD 4000.000000000000 CAD 2023-09-22 -6.470000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC -546.6 -0.0000446033 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 25392.200000000000 USD 40000.000000000000 NZD 2023-09-22 -546.600000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -863.9 -0.0000704954 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 53352.160000000000 USD 78000.000000000000 AUD 2023-09-22 -863.900000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC -455.76 -0.0000371906 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 27164.780000000000 USD 43000.000000000000 NZD 2023-09-22 -455.760000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -792.7 -0.0000646854 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1586114.480000000000 USD 2089000.000000000000 CAD 2023-09-22 -792.700000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -176.41 -0.0000143953 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 4523000.000000000000 NZD 2809239.820000000000 USD 2023-09-22 -176.410000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -546.72 -0.0000446131 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 666093.490000000000 USD 877000.000000000000 CAD 2023-09-22 -546.720000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -0.86 -0.0000000702 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1518.640000000000 USD 2000.000000000000 CAD 2023-09-22 -0.860000000000 N N N ICE 3MTH SONIA FU DEC24 N/A N/A 7 NC -326.882355205914 -0.0000266740 N/A DIR CORP GB N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 Short 3mo SONIA 3mo SONIA 2025-03-19 -1657520.290000000000 GBP -326.882355205914 N N N Sold USD /Bought EUR N/A N/A 1 NC 16.03 0.0000013081 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 7700.290000000000 USD 7000.000000000000 EUR 2023-09-22 16.030000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD 430.24 0.0000351082 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 569000.000000000000 EUR 627656.500000000000 USD 2023-09-22 430.240000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 95.66 0.0000078060 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 42298.700000000000 USD 63000.000000000000 AUD 2023-09-22 95.660000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 1432.04 0.0001168564 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 260336.310000000000 USD 389000.000000000000 AUD 2023-09-22 1432.040000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 455.35 0.0000371572 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 41266.080000000000 USD 62000.000000000000 AUD 2023-09-22 455.350000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 1568.7 0.0001280080 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 100716.110000000000 USD 152000.000000000000 AUD 2023-09-22 1568.700000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 421.32 0.0000343803 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 32552.070000000000 USD 49000.000000000000 AUD 2023-09-22 421.320000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 1101.39 0.0000898749 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 240225.720000000000 USD 318000.000000000000 CAD 2023-09-22 1101.390000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 758.84 0.0000619224 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 119395.220000000000 USD 109000.000000000000 EUR 2023-09-22 758.840000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 39.27 0.0000032045 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 52757.630000000000 USD 85000.000000000000 NZD 2023-09-22 39.270000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 48.03 0.0000039193 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 14083.420000000000 USD 21000.000000000000 AUD 2023-09-22 48.030000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC 102.66 0.0000083772 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 84013.130000000000 USD 125000.000000000000 AUD 2023-09-22 102.660000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD 4.95 0.0000004039 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 43000.000000000000 NZD 26713.970000000000 USD 2023-09-22 4.950000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 1409.79 0.0001150408 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 521465.610000000000 USD 689000.000000000000 CAD 2023-09-22 1409.790000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 1022.02 0.0000833982 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 906610.750000000000 USD 1196000.000000000000 CAD 2023-09-22 1022.020000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD 152.52 0.0000124458 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 59000.000000000000 NZD 36799.780000000000 USD 2023-09-22 152.520000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 116.61 0.0000095155 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 795000.000000000000 JPY 5751.030000000000 USD 2023-09-22 116.610000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 212.11 0.0000173085 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 270711.720000000000 USD 357000.000000000000 CAD 2023-09-22 212.110000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD 167.69 0.0000136837 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 5410000.000000000000 NZD 3360535.110000000000 USD 2023-09-22 167.690000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 367.67 0.0000300024 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 210603.830000000000 USD 278000.000000000000 CAD 2023-09-22 367.670000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 713.62 0.0000582324 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 8697000.000000000000 JPY 62352.050000000000 USD 2023-09-22 713.620000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD 36.66 0.0000029915 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3000.000000000000 GBP 3887.560000000000 USD 2023-09-22 36.660000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 155.98 0.0000127282 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 44618.550000000000 USD 59000.000000000000 CAD 2023-09-22 155.980000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -17350.49 -0.0014158233 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1805988.730000000000 USD 2658000.000000000000 AUD 2023-09-22 -17350.490000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD -18396.68 -0.0015011938 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 745949000.000000000000 JPY 5268383.330000000000 USD 2023-09-22 -18396.680000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -17437.43 -0.0014229177 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3413000.000000000000 CAD 2572655.080000000000 USD 2023-09-22 -17437.430000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -16682.23 -0.0013612924 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 833509.400000000000 USD 741000.000000000000 EUR 2023-09-22 -16682.230000000000 N N N Sold CHF /Bought USD N/A N/A 1 NC USD -1891.38 -0.0001543391 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 78000.000000000000 CHF 88059.870000000000 USD 2023-09-22 -1891.380000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -1965.22 -0.0001603646 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 518000.000000000000 EUR 569042.170000000000 USD 2023-09-22 -1965.220000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD -1482.92 -0.0001210083 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 601000.000000000000 GBP 769981.370000000000 USD 2023-09-22 -1482.920000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -1903.34 -0.0001553151 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 779006.980000000000 USD 1024000.000000000000 CAD 2023-09-22 -1903.340000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC 1597.22 0.0001303353 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 88354.030000000000 USD 78000.000000000000 CHF 2023-09-22 1597.220000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 1835.04 0.0001497417 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 300893.700000000000 USD 5118000.000000000000 MXN 2023-09-22 1835.040000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 2347.68 0.0001915738 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 309000.000000000000 AUD 210281.920000000000 USD 2023-09-22 2347.680000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD 2496.51 0.0002037186 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 446000.000000000000 GBP 574997.470000000000 USD 2023-09-22 2496.510000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -1120934.8 -0.0914697846 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 168368000.000000000000 CAD 126651902.850000000000 USD 2023-09-22 -1120934.800000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -1935944.79 -0.1579756940 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 111557000.000000000000 EUR 121036779.190000000000 USD 2023-09-22 -1935944.790000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 25726.74 0.0020993365 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 365411000.000000000000 JPY 2615511.790000000000 USD 2023-09-22 25726.740000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 21384.17 0.0017449770 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2754490.500000000000 USD 4469000.000000000000 NZD 2023-09-22 21384.170000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 23410.42 0.0019103217 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2880170.670000000000 USD 2262000.000000000000 GBP 2023-09-22 23410.420000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -683081.95 -0.0557404042 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 33522620.660000000000 USD 29791000.000000000000 EUR 2023-09-22 -683081.950000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -698506.63 -0.0569990788 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 23577052.110000000000 USD 3228095000.000000000000 JPY 2023-09-22 -698506.630000000000 N N N LME ZINC FUTURE 0923 N/A N/A 129 NC USD 23959.33 0.0019551135 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short Zinc Zinc 2023-09-18 -8296955.080000000000 USD 23959.330000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -6650.72 -0.0005427077 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 516000.000000000000 NZD 313857.520000000000 USD 2023-09-22 -6650.720000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC -6332.72 -0.0005167585 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 318255.890000000000 USD 243000.000000000000 GBP 2023-09-22 -6332.720000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC -6830.76 -0.0005573992 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 712829.700000000000 USD 550000.000000000000 GBP 2023-09-22 -6830.760000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -6183.39 -0.0005045729 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1352454.740000000000 USD 1774000.000000000000 CAD 2023-09-22 -6183.390000000000 N N N Sold CHF /Bought USD N/A N/A 1 NC USD -4609541.91 -0.3761448084 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 124817000.000000000000 CHF 139332056.300000000000 USD 2023-09-22 -4609541.910000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 10750.18 0.0008772291 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1081213.950000000000 USD 1758000.000000000000 NZD 2023-09-22 10750.180000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 19781.08 0.0016141627 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3326300.120000000000 USD 5387000.000000000000 NZD 2023-09-22 19781.080000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 13384.77 0.0010922152 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 14439680.500000000000 USD 19045000.000000000000 CAD 2023-09-22 13384.770000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 15115.55 0.0012334492 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 6499329.200000000000 USD 5075000.000000000000 GBP 2023-09-22 15115.550000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 13346.93 0.0010891274 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 5232102.640000000000 USD 6912000.000000000000 CAD 2023-09-22 13346.930000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 18336.8 0.0014963075 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 6946663.630000000000 USD 5426000.000000000000 GBP 2023-09-22 18336.800000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 18434.74 0.0015042995 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 603998.730000000000 USD 10523000.000000000000 MXN 2023-09-22 18434.740000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 10356.12 0.0008450733 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2459917.670000000000 USD 3977000.000000000000 NZD 2023-09-22 10356.120000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 12545.36 0.0010237182 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 7385117.030000000000 USD 9748000.000000000000 CAD 2023-09-22 12545.360000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 18889.53 0.0015414110 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3504686.990000000000 USD 2745000.000000000000 GBP 2023-09-22 18889.530000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 17628.6 0.0014385174 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1979706.580000000000 USD 1556000.000000000000 GBP 2023-09-22 17628.600000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 10627.61 0.0008672272 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1002451.740000000000 USD 1631000.000000000000 NZD 2023-09-22 10627.610000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 12663.63 0.0010333692 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1932950.340000000000 USD 1765000.000000000000 EUR 2023-09-22 12663.630000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 11502.99 0.0009386594 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 618954.110000000000 USD 1015000.000000000000 NZD 2023-09-22 11502.990000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 21028.23 0.0017159318 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 4302369.660000000000 USD 5697000.000000000000 CAD 2023-09-22 21028.230000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 14210.26 0.0011595763 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2593336.720000000000 USD 3436000.000000000000 CAD 2023-09-22 14210.260000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC 12619.78 0.0010297910 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 471733.080000000000 USD 420000.000000000000 CHF 2023-09-22 12619.780000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 14849.32 0.0012117244 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1525512.000000000000 USD 1200000.000000000000 GBP 2023-09-22 14849.320000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC 10397.84 0.0008484777 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 535075.740000000000 USD 473000.000000000000 CHF 2023-09-22 10397.840000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 20666.77 0.0016864362 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 8477201.850000000000 USD 7709000.000000000000 EUR 2023-09-22 20666.770000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD 11740.44 0.0009580357 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1952000.000000000000 GBP 2517394.850000000000 USD 2023-09-22 11740.440000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 9991.09 0.0008152864 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 6238000.000000000000 AUD 4207705.660000000000 USD 2023-09-22 9991.090000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 18050.55 0.0014729491 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3601000.000000000000 AUD 2441258.340000000000 USD 2023-09-22 18050.550000000000 N N N EMIN RUSSELL 2000 0923 N/A ADI26YW52 507 NC USD -3087106.44 -0.2519120301 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short Russell 2000 Index RTY 2023-09-15 -47957653.560000000000 USD -3087106.440000000000 N N N DJIA MINI E-CBOT 0923 N/A N/A 419 NC USD -2766052.18 -0.2257135714 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short Dow Jones Industrial Average Index DJIA 2023-09-15 -72014972.820000000000 USD -2766052.180000000000 N N N HANG SENG IDX FUT 0823 N/A N/A 362 NC -2125765.44769134 -0.1734653145 N/A DE CORP HK N 2 HONG KONG FUTURES EXCHANGE LTD. 213800WPJUJBAVXI5162 Short Hang Seng Index HSI 2023-08-30 -350923198.300000000000 HKD -2125765.447691340000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -31117.69 -0.0025392453 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 7095000.000000000000 EUR 7789919.780000000000 USD 2023-09-22 -31117.690000000000 N N N Sold CHF /Bought USD N/A N/A 1 NC USD -36663.51 -0.0029917916 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1314000.000000000000 CHF 1478669.020000000000 USD 2023-09-22 -36663.510000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -24046.08 -0.0019621924 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2588568.400000000000 USD 3811000.000000000000 AUD 2023-09-22 -24046.080000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -19111.53 -0.0015595265 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 7625468.750000000000 USD 10023000.000000000000 CAD 2023-09-22 -19111.530000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -22557.95 -0.0018407590 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2833276.060000000000 USD 396584000.000000000000 JPY 2023-09-22 -22557.950000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -26901.38 -0.0021951887 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 8634234.870000000000 USD 11342000.000000000000 CAD 2023-09-22 -26901.380000000000 N N N Sold MXN /Bought USD N/A N/A 1 NC USD -25281.28 -0.0020629864 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 14364000.000000000000 MXN 824346.620000000000 USD 2023-09-22 -25281.280000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -21682.52 -0.0017693227 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 7758568.860000000000 USD 10195000.000000000000 CAD 2023-09-22 -21682.520000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD -40078.98 -0.0032704986 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 733196000.000000000000 JPY 5156316.430000000000 USD 2023-09-22 -40078.980000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD -36858.8 -0.0030077276 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2326000.000000000000 GBP 2948874.890000000000 USD 2023-09-22 -36858.800000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -33876.68 -0.0027643826 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3523000.000000000000 EUR 3849634.950000000000 USD 2023-09-22 -33876.680000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -25190.81 -0.0020556039 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 13628000.000000000000 CAD 10316965.840000000000 USD 2023-09-22 -25190.810000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -29122.41 -0.0023764278 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 5029000.000000000000 CAD 3787336.780000000000 USD 2023-09-22 -29122.410000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD -27663.61 -0.0022573877 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3235000.000000000000 AUD 2149253.130000000000 USD 2023-09-22 -27663.610000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -31327.18 -0.0025563399 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3162000.000000000000 CAD 2368283.870000000000 USD 2023-09-22 -31327.180000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -38634.77 -0.0031526491 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 10435819.460000000000 USD 9432000.000000000000 EUR 2023-09-22 -38634.770000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -39190.97 -0.0031980358 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2250426.960000000000 USD 3286000.000000000000 AUD 2023-09-22 -39190.970000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -25754.15 -0.0021015732 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3658400.620000000000 USD 3150000.000000000000 CHF 2023-09-22 -25754.150000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -24274.58 -0.0019808383 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 5076536.230000000000 USD 4381000.000000000000 CHF 2023-09-22 -24274.580000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -38434.19 -0.0031362815 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3312428.900000000000 USD 2839000.000000000000 CHF 2023-09-22 -38434.190000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -22334.31 -0.0018225097 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1375438.550000000000 USD 190919000.000000000000 JPY 2023-09-22 -22334.310000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD -39470.46 -0.0032208425 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 4667000.000000000000 AUD 3101076.820000000000 USD 2023-09-22 -39470.460000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD -26209.7 -0.0021387467 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 5485000.000000000000 GBP 7014525.160000000000 USD 2023-09-22 -26209.700000000000 N N N United States Treasury Bills N/A 912796XY0 133500000 PA USD 133324239.24 10.8794369156 Long DBT UST US N 2 2023-08-10 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796Y37 129000000 PA USD 128962325.55 10.5234989024 Long DBT UST US N 2 2023-08-03 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796Z36 136500000 PA USD 136181955 11.1126303582 Long DBT UST US N 2 2023-08-17 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796Z51 135000000 PA USD 134408700 10.9679303695 Long DBT UST US N 2 2023-08-31 None 0.000000000000 N N N N N N Sold USD /Bought AUD N/A N/A 1 NC -113368.62 -0.0092510316 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 11577341.920000000000 USD 17036000.000000000000 AUD 2023-09-22 -113368.620000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 1817292.94 0.1482935437 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 96360203.020000000000 USD 76484000.000000000000 GBP 2023-09-22 1817292.940000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 2272871.29 0.1854693487 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 56885162.540000000000 USD 1000139000.000000000000 MXN 2023-09-22 2272871.290000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 1896007.89 0.1547167893 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 10837187000.000000000000 JPY 78702630.900000000000 USD 2023-09-22 1896007.890000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -101948.92 -0.0083191687 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 17353000.000000000000 NZD 10676693.550000000000 USD 2023-09-22 -101948.920000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -86173.39 -0.0070318643 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 4815000.000000000000 EUR 5221549.710000000000 USD 2023-09-22 -86173.390000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -96878.62 -0.0079054255 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 6686173.440000000000 USD 9792000.000000000000 AUD 2023-09-22 -96878.620000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -86574.37 -0.0070645848 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 5368000.000000000000 EUR 5830737.700000000000 USD 2023-09-22 -86574.370000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -68631.87 -0.0056004527 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 4752018.630000000000 USD 660812000.000000000000 JPY 2023-09-22 -68631.870000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -111208.89 -0.0090747947 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 4926669.850000000000 USD 7156000.000000000000 AUD 2023-09-22 -111208.890000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -64218.43 -0.0052403101 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 4696643.420000000000 USD 6884000.000000000000 AUD 2023-09-22 -64218.430000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -44823.08 -0.0036576235 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 5514368.450000000000 USD 8128000.000000000000 AUD 2023-09-22 -44823.080000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD -99288.63 -0.0081020855 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1175791000.000000000000 JPY 8233919.620000000000 USD 2023-09-22 -99288.630000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -113679.72 -0.0092764178 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 9537000.000000000000 EUR 10399249.710000000000 USD 2023-09-22 -113679.720000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD -99501.14 -0.0081194266 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1211221000.000000000000 JPY 8484810.890000000000 USD 2023-09-22 -99501.140000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -51940.25 -0.0042383941 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 4414575.680000000000 USD 3783000.000000000000 CHF 2023-09-22 -51940.250000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -81670.31 -0.0066644069 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3593672.930000000000 USD 5219000.000000000000 AUD 2023-09-22 -81670.310000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -126538.89 -0.0103257433 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 5110176.720000000000 USD 4521000.000000000000 EUR 2023-09-22 -126538.890000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -44153.86 -0.0036030143 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2118740.540000000000 USD 1882000.000000000000 EUR 2023-09-22 -44153.860000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -108309.22 -0.0088381778 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 6394517.440000000000 USD 5451000.000000000000 CHF 2023-09-22 -108309.220000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -52661.05 -0.0042972124 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 6913173.380000000000 USD 5949000.000000000000 CHF 2023-09-22 -52661.050000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -60060.6 -0.0049010256 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3477054.720000000000 USD 2963000.000000000000 CHF 2023-09-22 -60060.600000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -52884.76 -0.0043154674 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2412686.250000000000 USD 332961000.000000000000 JPY 2023-09-22 -52884.760000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -50051.33 -0.0040842557 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 6330000.000000000000 NZD 3881764.890000000000 USD 2023-09-22 -50051.330000000000 N N N United States Treasury Bills N/A 912796CQ0 96500000 PA USD 95878845.91 7.8238425478 Long DBT UST US N 2 2023-09-14 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796YH6 129500000 PA USD 128799408.89 10.5102046842 Long DBT UST US N 2 2023-09-07 None 0.000000000000 N N N N N N United States Treasury Bills N/A 912796Z44 100000000 PA USD 99663668 8.1326891116 Long DBT UST US N 2 2023-08-24 None 0.000000000000 N N N N N N EURO STOXX 50 0923 N/A ADI21NXL5 1200 NC 1954675.09620671 0.1595041121 N/A DE CORP DE N 1 EUREX ZURICH 529900LN3S50JPU47S06 Long Euro STOXX 50 Index SX5E 2023-09-15 52150223.000000000000 EUR 1954675.096206710000 N N N TOPIX INDX FUTR 0923 N/A ADI26YX93 274 NC 1604020.92573718 0.1308902610 N/A DE CORP JP N 1 OSAKA SECURITIES EXCHANGE 3538001249AILNPRUX57 Long Tokyo Stock Price Index TPX 2023-09-07 6161483963.000000000000 JPY 1604020.925737180000 N N N NIKKEI 225 OSE 0923 N/A ADI2GH3K7 314 NC 2075235.2159702 0.1693419797 N/A DE CORP JP N 1 OSAKA SECURITIES EXCHANGE 3538001249AILNPRUX57 Long Nikkei 225 Index NKY 2023-09-07 10148406662.000000000000 JPY 2075235.215970200000 N N N WTI CRUDE FUTURE 0823 N/A N/A 419 NC USD 2575624.99 0.2101744571 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long WTI Crude Oil WTI Crude Oil 2023-08-22 31732095.010000000000 USD 2575624.990000000000 N N N ICE 3MTH SONIA FUTURE JUN24 N/A N/A 396 NC 1801913.04013039 0.1470385232 N/A DIR CORP GB N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 Short 3mo SONIA 3mo SONIA 2024-09-18 -94766018.660000000000 GBP 1801913.040130390000 N N N 3 MONTH SOFR FUT 0924 N/A N/A 1939 NC USD 6196820.34 0.5056688592 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short 3mo SOFR 3mo SOFR 2024-09-17 -467557632.840000000000 USD 6196820.340000000000 N N N SOYBEAN FUTURE 1123 N/A N/A 531 NC USD 1611623.33 0.1315106274 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Soybean Soybean 2023-11-14 33726426.670000000000 USD 1611623.330000000000 N N N NY HARB ULSD FUT 0823 N/A N/A 234 NC USD 3251142.66 0.2652976059 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long Ultra-Low Sulfur Diesel Ultra-Low Sulfur Diesel 2023-08-31 26198459.340000000000 USD 3251142.660000000000 N N N GASOLINE RBOB FUT 0823 N/A N/A 387 NC USD 4906344.57 0.4003643039 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Long Gasoline Gasoline 2023-08-31 42305023.830000000000 USD 4906344.570000000000 N N N SILVER FUTURE 0923 N/A N/A 217 NC USD 2049312.42 0.1672266448 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER LCZ7XYGSLJUHFXXNXD88 Long Silver Silver 2023-09-27 24945487.580000000000 USD 2049312.420000000000 N N N NASDAQ 100 E-MINI 0923 N/A N/A 129 NC USD 2032501.77 0.1658548732 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long NASDAQ 100 Index NDX 2023-09-15 38879848.230000000000 USD 2032501.770000000000 N N N 10-YEAR US TREASURY NOTE FUTURE SEP23 N/A N/A 709 NC USD 1345560.93 0.1097995784 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US 10yr 6% US 10yr 6% 2023-09-21 -80387982.810000000000 USD 1345560.930000000000 N N N 5-YEAR US TREASURY NOTE FUTURE SEP23 N/A N/A 1039 NC USD 1846826.71 0.1507035390 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US 5yr 6% US 5yr 6% 2023-10-02 -112906186.090000000000 USD 1846826.710000000000 N N N 2-YEAR US TREASURY NOTE FUTURE SEP23 N/A N/A 1304 NC USD 2773141.91 0.2262921029 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US 2yr 6% US 2yr 6% 2023-10-02 -267597204.410000000000 USD 2773141.910000000000 N N N AUSTRALIAN 10-YEAR BOND FUTURE SEP23 N/A N/A 137 NC -41325.0423170961 -0.0033721789 N/A DIR CORP AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED 549300VSBVYUCBIQKT71 Long Aust 10yr 6% Aust 10yr 6% 2023-09-18 15995530.010000000000 AUD -41325.042317096100 N N N 3MO EURO EURIBOR 0624 N/A N/A 2619 NC 2812692.65530511 0.2295194968 N/A DIR CORP GB N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 Short 3mo Euro Euribor 3mo Euro Euribor 2024-06-17 -633507981.470000000000 EUR 2812692.655305110000 N N N LME COPPER FUTURE 0923 N/A N/A 24 NC USD -135911.52 -0.0110905625 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short Copper Copper 2023-09-18 -5162412.480000000000 USD -135911.520000000000 N N N BRENT CRUDE FUTR 0823 N/A N/A 507 NC USD 2821157.65 0.2302102518 N/A DCO CORP GB N 1 INTERCONTINENTAL EXCHANGE - ICE FUTURES LIMITED 549300UF4R84F48NCH34 Long Brent Crude Oil Brent Crude Oil 2023-08-31 40512132.350000000000 USD 2821157.650000000000 N N N GAS OIL FUT ICE 0923 N/A N/A 467 NC USD 4601059.65 0.3754526446 N/A DCO CORP GB N 1 INTERCONTINENTAL EXCHANGE - ICE FUTURES LIMITED 549300UF4R84F48NCH34 Long Low Sulphur Gas Oil Low Sulphur Gas Oil 2023-09-12 36027940.350000000000 USD 4601059.650000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -5838.39 -0.0004764205 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 464026.610000000000 USD 64649000.000000000000 JPY 2023-09-22 -5838.390000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -2248.35 -0.0001834684 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 11031959.590000000000 USD 14534000.000000000000 CAD 2023-09-22 -2248.350000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC -4283.41 -0.0003495320 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 4940483.010000000000 USD 7947000.000000000000 NZD 2023-09-22 -4283.410000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -3389.26 -0.0002765682 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 553000.000000000000 EUR 606199.710000000000 USD 2023-09-22 -3389.260000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD -5217.07 -0.0004257199 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 795000.000000000000 AUD 529759.380000000000 USD 2023-09-22 -5217.070000000000 N N N Sold MXN /Bought USD N/A N/A 1 NC USD -5412.9 -0.0004416999 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3364000.000000000000 MXN 193567.070000000000 USD 2023-09-22 -5412.900000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -3053.98 -0.0002492089 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 740000.000000000000 NZD 456589.620000000000 USD 2023-09-22 -3053.980000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -2379.5 -0.0001941704 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 238000.000000000000 EUR 259975.250000000000 USD 2023-09-22 -2379.500000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -5233.66 -0.0004270737 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1138000.000000000000 NZD 701623.660000000000 USD 2023-09-22 -5233.660000000000 N N N Sold MXN /Bought USD N/A N/A 1 NC USD -5730.57 -0.0004676222 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3789000.000000000000 MXN 218388.070000000000 USD 2023-09-22 -5730.570000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC -6165.01 -0.0005030731 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1062540.270000000000 USD 1392000.000000000000 CAD 2023-09-22 -6165.010000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC -3270.99 -0.0002669172 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 128741.270000000000 USD 202000.000000000000 NZD 2023-09-22 -3270.990000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC -4859.25 -0.0003965213 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 251317.060000000000 USD 192000.000000000000 GBP 2023-09-22 -4859.250000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -5677.97 -0.0004633300 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 203222.870000000000 USD 27873000.000000000000 JPY 2023-09-22 -5677.970000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC -5875.9 -0.0004794813 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 277314.080000000000 USD 437000.000000000000 NZD 2023-09-22 -5875.900000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC -4893.41 -0.0003993088 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1447698.510000000000 USD 1124000.000000000000 GBP 2023-09-22 -4893.410000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -2725.1 -0.0002223718 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 462132.330000000000 USD 64821000.000000000000 JPY 2023-09-22 -2725.100000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -2320.03 -0.0001893176 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3373185.310000000000 USD 2923000.000000000000 CHF 2023-09-22 -2320.030000000000 N N N GOLD 100 OZ FUTR 1223 N/A N/A 89 NC USD -5080.18 -0.0004145495 N/A DCO CORP US N 1 COMMODITIES EXCHANGE CENTER LCZ7XYGSLJUHFXXNXD88 Short Gold Gold 2023-12-27 -17822509.820000000000 USD -5080.180000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -14322.7 -0.0011687515 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 545092.170000000000 USD 74890000.000000000000 JPY 2023-09-22 -14322.700000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC -11880.66 -0.0009694778 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 4473529.300000000000 USD 7183000.000000000000 NZD 2023-09-22 -11880.660000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -12341.87 -0.0010071132 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2334000.000000000000 EUR 2560498.360000000000 USD 2023-09-22 -12341.870000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -8053.85 -0.0006572050 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1026905.850000000000 USD 143757000.000000000000 JPY 2023-09-22 -8053.850000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -7968.99 -0.0006502803 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1496000.000000000000 EUR 1641117.980000000000 USD 2023-09-22 -7968.990000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD -15089.1 -0.0012312908 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 594301000.000000000000 JPY 4196912.860000000000 USD 2023-09-22 -15089.100000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -8780.65 -0.0007165128 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2070000.000000000000 EUR 2273044.230000000000 USD 2023-09-22 -8780.650000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -9292.82 -0.0007583066 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1257000.000000000000 EUR 1376337.070000000000 USD 2023-09-22 -9292.820000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -12566.66 -0.0010254563 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1676000.000000000000 NZD 1028463.990000000000 USD 2023-09-22 -12566.660000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD -11768.18 -0.0009602993 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 3660000.000000000000 AUD 2451142.260000000000 USD 2023-09-22 -11768.180000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD -8048.74 -0.0006567880 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 841000.000000000000 GBP 1071487.820000000000 USD 2023-09-22 -8048.740000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD -8778.3 -0.0007163211 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1404000.000000000000 AUD 936010.300000000000 USD 2023-09-22 -8778.300000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -11874.76 -0.0009689964 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2191000.000000000000 CAD 1650853.830000000000 USD 2023-09-22 -11874.760000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -16074.27 -0.0013116820 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 5720636.480000000000 USD 5175000.000000000000 EUR 2023-09-22 -16074.270000000000 N N N Sold CAD /Bought USD N/A N/A 1 NC USD -8858.06 -0.0007228296 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1826000.000000000000 CAD 1376875.580000000000 USD 2023-09-22 -8858.060000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -9756.35 -0.0007961313 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 692103.670000000000 USD 1014000.000000000000 AUD 2023-09-22 -9756.350000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD -10641.73 -0.0008683795 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 4929000.000000000000 NZD 3050957.350000000000 USD 2023-09-22 -10641.730000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD -15266.81 -0.0012457922 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 6415000.000000000000 EUR 7056185.670000000000 USD 2023-09-22 -15266.810000000000 N N N 3MO EURO EURIBOR DEC24 N/A N/A 62 NC -9225.81638262782 -0.0007528390 N/A DIR CORP GB N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 Short 3mo Euro Euribor 3mo Euro Euribor 2024-12-17 -14991734.120000000000 EUR -9225.816382627820 N N N Sold USD /Bought GBP N/A N/A 1 NC 6580.19 0.0005369523 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 19662550.220000000000 USD 15323000.000000000000 GBP 2023-09-22 6580.190000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 3437.97 0.0002805430 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 59668000.000000000000 JPY 426324.240000000000 USD 2023-09-22 3437.970000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 4448.43 0.0003629979 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1757725.760000000000 USD 2837000.000000000000 NZD 2023-09-22 4448.430000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 9753.56 0.0007959036 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 6559200.650000000000 USD 8656000.000000000000 CAD 2023-09-22 9753.560000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 9908.1 0.0008085143 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 931119.000000000000 USD 1515000.000000000000 NZD 2023-09-22 9908.100000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 4361.6 0.0003559124 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1334816.250000000000 USD 2156000.000000000000 NZD 2023-09-22 4361.600000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 7687.25 0.0006272899 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 496781.080000000000 USD 393000.000000000000 GBP 2023-09-22 7687.250000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 5212.84 0.0004253747 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 230820.360000000000 USD 380000.000000000000 NZD 2023-09-22 5212.840000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 4768.96 0.0003891535 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 466324.880000000000 USD 367000.000000000000 GBP 2023-09-22 4768.960000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 8079.17 0.0006592711 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 844254.090000000000 USD 664000.000000000000 GBP 2023-09-22 8079.170000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC 7797.62 0.0006362963 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1731259.800000000000 USD 1508000.000000000000 CHF 2023-09-22 7797.620000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 3834.83 0.0003129273 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 24896000.000000000000 JPY 180280.770000000000 USD 2023-09-22 3834.830000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD 7286.65 0.0005946004 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1026000.000000000000 NZD 644576.290000000000 USD 2023-09-22 7286.650000000000 N N N Sold USD /Bought MXN N/A N/A 1 NC 6731.51 0.0005493003 N/A DFE CORP MX N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 718977.530000000000 USD 12269000.000000000000 MXN 2023-09-22 6731.510000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD 8188.25 0.0006681722 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 573000.000000000000 EUR 639823.830000000000 USD 2023-09-22 8188.250000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 7067.57 0.0005767232 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 153430000.000000000000 JPY 1094475.230000000000 USD 2023-09-22 7067.570000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD 2542.59 0.0002074788 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1818000.000000000000 GBP 2336189.990000000000 USD 2023-09-22 2542.590000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD 4325.9 0.0003529992 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 499000.000000000000 EUR 554389.000000000000 USD 2023-09-22 4325.900000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD 5072.98 0.0004139620 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 6446000.000000000000 NZD 4008941.440000000000 USD 2023-09-22 5072.980000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 167561.84 0.0136732711 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 17683055.180000000000 USD 23522000.000000000000 CAD 2023-09-22 167561.840000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 207627.21 0.0169426591 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 10237306.170000000000 USD 8137000.000000000000 GBP 2023-09-22 207627.210000000000 N N N Sold USD /Bought NZD N/A N/A 1 NC 27679.97 0.0022587227 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2602847.940000000000 USD 4235000.000000000000 NZD 2023-09-22 27679.970000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 520203.05 0.0424492673 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 84839000.000000000000 AUD 57610601.660000000000 USD 2023-09-22 520203.050000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 36156.43 0.0029504132 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 4894353.680000000000 USD 6497000.000000000000 CAD 2023-09-22 36156.430000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 168211.79 0.0137263079 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 10675931.900000000000 USD 8448000.000000000000 GBP 2023-09-22 168211.790000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD 70246.54 0.0057322120 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 447982000.000000000000 JPY 3245238.780000000000 USD 2023-09-22 70246.540000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 93129.35 0.0075994800 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 12990897.860000000000 USD 17241000.000000000000 CAD 2023-09-22 93129.350000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 139115.37 0.0113520010 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 10486810.460000000000 USD 8278000.000000000000 GBP 2023-09-22 139115.370000000000 N N N Sold USD /Bought AUD N/A N/A 1 NC -224421.72 -0.0183131136 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 9327096.460000000000 USD 13527000.000000000000 AUD 2023-09-22 -224421.720000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 35418.76 0.0028902184 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 7074632.360000000000 USD 5539000.000000000000 GBP 2023-09-22 35418.760000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC 48306.12 0.0039418442 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2019419.310000000000 USD 1793000.000000000000 CHF 2023-09-22 48306.120000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 60325.93 0.0049226769 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 8681224.560000000000 USD 6810000.000000000000 GBP 2023-09-22 60325.930000000000 N N N Sold USD /Bought CAD N/A N/A 1 NC 27976.58 0.0022829265 N/A DFE CORP CA N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 5983193.280000000000 USD 7921000.000000000000 CAD 2023-09-22 27976.580000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 55548.48 0.0045328305 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 6977484.580000000000 USD 5479000.000000000000 GBP 2023-09-22 55548.480000000000 N N N Sold USD /Bought GBP N/A N/A 1 NC 33916.3 0.0027676156 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1995509.740000000000 USD 1581000.000000000000 GBP 2023-09-22 33916.300000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD -211307.5 -0.0172429757 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2285508000.000000000000 JPY 15986821.340000000000 USD 2023-09-22 -211307.500000000000 N N N Sold JPY /Bought USD N/A N/A 1 NC USD -142918.23 -0.0116623194 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 1498759000.000000000000 JPY 10479267.900000000000 USD 2023-09-22 -142918.230000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 73122.38 0.0059668844 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 6548579.110000000000 USD 6007000.000000000000 EUR 2023-09-22 73122.380000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC 119784.17 0.0097745491 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 13285661.440000000000 USD 12161000.000000000000 EUR 2023-09-22 119784.170000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -290855.26 -0.0237341797 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 13719400.800000000000 USD 1894728000.000000000000 JPY 2023-09-22 -290855.260000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD 100433.41 0.0081955011 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 9330000.000000000000 GBP 12076742.670000000000 USD 2023-09-22 100433.410000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -309123.75 -0.0252249130 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 21088060.500000000000 USD 18850000.000000000000 EUR 2023-09-22 -309123.750000000000 N N N Sold USD /Bought JPY N/A N/A 1 NC -434352.24 -0.0354437259 N/A DFE CORP JP N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 14880800.090000000000 USD 2038351000.000000000000 JPY 2023-09-22 -434352.240000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD 39628.2 0.0032337143 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2232000.000000000000 GBP 2904700.250000000000 USD 2023-09-22 39628.200000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -288163.6 -0.0235145366 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 18153864.900000000000 USD 15492000.000000000000 CHF 2023-09-22 -288163.600000000000 N N N Sold GBP /Bought USD N/A N/A 1 NC USD 510428.49 0.0416516501 N/A DFE CORP GB N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 18107000.000000000000 GBP 23753197.170000000000 USD 2023-09-22 510428.490000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -142657.53 -0.0116410460 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 8698404.880000000000 USD 7419000.000000000000 CHF 2023-09-22 -142657.530000000000 N N N Sold USD /Bought EUR N/A N/A 1 NC -160077.13 -0.0130625087 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 7187436.380000000000 USD 6375000.000000000000 EUR 2023-09-22 -160077.130000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -143555.2 -0.0117142970 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 8578214.340000000000 USD 7314000.000000000000 CHF 2023-09-22 -143555.200000000000 N N N Sold USD /Bought CHF N/A N/A 1 NC -158168.15 -0.0129067334 N/A DFE CORP CH N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 9334348.450000000000 USD 7957000.000000000000 CHF 2023-09-22 -158168.150000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 31249.47 0.0025499987 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 2910000.000000000000 AUD 1989465.150000000000 USD 2023-09-22 31249.470000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 39190.56 0.0031980023 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 6460000.000000000000 AUD 4386294.780000000000 USD 2023-09-22 39190.560000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 27345.79 0.0022314532 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 5486000.000000000000 AUD 3719019.750000000000 USD 2023-09-22 27345.790000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD 33167.52 0.0027065142 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 4655000.000000000000 EUR 5164517.680000000000 USD 2023-09-22 33167.520000000000 N N N Sold AUD /Bought USD N/A N/A 1 NC USD 68150.12 0.0055611413 N/A DFE CORP AU N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 7742000.000000000000 AUD 5277945.920000000000 USD 2023-09-22 68150.120000000000 N N N Sold EUR /Bought USD N/A N/A 1 NC USD 98810.52 0.0080630711 N/A DFE CORP DE N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 8865000.000000000000 EUR 9870973.610000000000 USD 2023-09-22 98810.520000000000 N N N Sold NZD /Bought USD N/A N/A 1 NC USD 31861.44 0.0025999363 N/A DFE CORP NZ N 2 BANK OF AMERICA MERRILL LYNCH B4TYDEB6GKMZO031MB27 7739000.000000000000 NZD 4838863.920000000000 USD 2023-09-22 31861.440000000000 N N N SandP500 EMINI FUT 0923 N/A ADI1YWST0 64 NC USD -662391.9 -0.0540520683 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short S and P 500 Index SPX 2023-09-15 -14104008.100000000000 USD -662391.900000000000 N N N FTSE 100 IDX FUT 0923 N/A ADI2B8090 556 NC 715383.221467897 0.0583762313 N/A DE CORP GB N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 Long FTSE 100 Index UKX 2023-09-15 42171166.240000000000 GBP 715383.221467897000 N N N NATURAL GAS FUTR 0823 N/A N/A 805 NC USD -571200.45 -0.0466107236 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short Natural Gas Natural Gas 2023-08-29 -20696899.550000000000 USD -571200.450000000000 N N N 3 MONTH SOFR FUT DEC24 N/A N/A 694 NC USD 265050.64 0.0216284881 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short 3mo SOFR 3mo SOFR 2025-03-19 -166642875.640000000000 USD 265050.640000000000 N N N CORN FUTURE 1223 N/A N/A 242 NC USD -278591.68 -0.0227334551 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Corn Corn 2023-12-14 6476816.680000000000 USD -278591.680000000000 N N N SOYBEAN OIL FUTR 1223 N/A N/A 282 NC USD 693740.22 0.0566101333 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Soybean Oil Soybean Oil 2023-12-14 9466719.780000000000 USD 693740.220000000000 N N N SOYBEAN MEAL FUTR 1223 N/A N/A 322 NC USD 607652.62 0.0495852696 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Soybean Meal Soybean Meal 2023-12-14 12130667.380000000000 USD 607652.620000000000 N N N COFFEE 'C' FUTURE 0923 N/A N/A 64 NC USD -317096.56 -0.0258755050 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long Coffee Coffee 2023-09-19 4293896.560000000000 USD -317096.560000000000 N N N SUGAR #11 WORLD 0923 N/A N/A 668 NC USD -361105.32 -0.0294666789 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long Sugar Sugar 2023-09-29 18421687.720000000000 USD -361105.320000000000 N N N COTTON NO.2 FUTR 1223 N/A N/A 201 NC USD 221284.71 0.0180571294 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long Cotton Cotton 2023-12-06 8296090.290000000000 USD 221284.710000000000 N N N WHEAT FUTURECBT 1223 N/A N/A 523 NC USD -370165.65 -0.0302060140 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short Wheat Wheat 2023-12-14 -17725634.350000000000 USD -370165.650000000000 N N N KC HRW WHEAT FUT 0923 N/A N/A 290 NC USD -388826.6 -0.0317287726 N/A DCO CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long Hard Red Winter Wheat Hard Red Winter Wheat 2023-09-14 12170076.600000000000 USD -388826.600000000000 N N N DOLLAR INDEX 0923 N/A N/A 201 NC USD -239960.9 -0.0195811316 N/A DFE CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long USD USD 2023-09-18 20671610.900000000000 USD -239960.900000000000 N N N CANADA 10-YEAR BOND FUTURE SEP23 N/A N/A 395 NC 678091.502673188 0.0553331770 N/A DIR CORP CA N 1 MONTREAL EXCHANGE THE - BOURSE DE MONTREAL 549300DKBYNOI0B1NP44 Short Can 10yr 6% Can 10yr 6% 2023-09-21 -48381065.360000000000 CAD 678091.502673188000 N N N EURO-BUND FUTURE SEP23 N/A N/A 395 NC 95206.1022539857 0.0077689458 N/A DIR CORP DE N 1 EUREX ZURICH 529900LN3S50JPU47S06 Short Euro-Bund 10yr 6% Euro-Bund 10yr 6% 2023-09-08 -52617639.950000000000 EUR 95206.102253985700 N N N EURO-BOBL FUTURE SEP23 N/A N/A 64 NC 43084.8598130841 0.0035157824 N/A DIR CORP DE N 1 EUREX ZURICH 529900LN3S50JPU47S06 Long Euro-bobl 5yr 6% Euro-bobl 5yr 6% 2023-09-08 7376494.320000000000 EUR 43084.859813084100 N N N EURO SCHATZ INDEX FUTURE SEP23 N/A N/A 3752 NC 681223.496426608 0.0555887519 N/A DIR CORP DE N 1 EUREX ZURICH 529900LN3S50JPU47S06 Short Euro-Schatz 2yr 6% Euro-Schatz 2yr 6% 2023-09-08 -394748412.770000000000 EUR 681223.496426608000 N N N 30-YEAR US TREASURY BOND FUTURE SEP23 N/A N/A 209 NC USD 580059.71 0.0473336511 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US 30yr 6% US 30yr 6% 2023-09-21 -26646278.460000000000 USD 580059.710000000000 N N N LONG GILT FUTURE SEP23 N/A N/A 48 NC 38588.3138050076 0.0031488582 N/A DIR CORP GB N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 Long UK 10yr 4.0% UK 10yr 4.0% 2023-09-28 4584651.600000000000 GBP 38588.313805007600 N N N DAX INDEX FUTURE 0923 N/A N/A 113 NC 813802.199010445 0.0664073520 N/A DE CORP DE N 1 EUREX ZURICH 529900LN3S50JPU47S06 Long German Stock Index DAX 2023-09-15 46005121.900000000000 EUR 813802.199010445000 N N N CAC40 10 EURO FUT 0823 N/A N/A 604 NC 1161090.66520066 0.0947465571 N/A DE CORP FR N 1 NYSE EURONEXT - EURONEXT PARIS 969500HMVSZ0TCV65D58 Long CAC 40 Index CAC 2023-08-18 44358748.040000000000 EUR 1161090.665200660000 N N N LME PRI ALUM FUTR 0923 N/A N/A 209 NC USD 63019.68 0.0051424905 N/A DCO CORP GB N 1 LONDON METAL EXCHANGE 213800NB8G5VRT1DXC91 Short Aluminum Aluminum 2023-09-18 -11912588.180000000000 USD 63019.680000000000 N N N COCOA FUTURE - LI 0923 N/A N/A 225 NC 1006403.96042145 0.0821239143 N/A DCO CORP GB N 1 ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISIO 549300UF4R84F48NCH34 Long Cocoa Cocoa 2023-09-14 5286299.970000000000 GBP 1006403.960421450000 N N N 2023-12-04 John Hancock Investment Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer XXXX